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Details about Juan Carlos Reboredo

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Workplace:Departamento de Fundamentos da Análise Económica (Department of Foundations of Economic Analysis), Facultade de Ciencias Económicas e Empresariais (Faculty of Economics and Business), Universidade de Santiago de Compostela (University of Santiago de Compostela), (more information at EDIRC)

Access statistics for papers by Juan Carlos Reboredo.

Last updated 2018-12-26. Update your information in the RePEc Author Service.

Short-id: pre488


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Working Papers

2016

  1. Economic crisis and the unemployment effect on household food expenditure: The case of Spain
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Food Policy (2017)
  2. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Applied Economics (2017)

2014

  1. Do global factors impact BRICS stock markets? A quantile regression approach
    Working Papers, Department of Research, Ipag Business School Downloads View citations (81)
    See also Journal Article in Emerging Markets Review (2014)

2011

  1. The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement
    Post-Print, HAL Downloads
    See also Journal Article in Applied Economics (2012)

2007

  1. The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries
    Working Papers, Department of Economics, City University London Downloads

2004

  1. The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads

1998

  1. Near observational equivalence and fractionally integrated processes
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)

1997

  1. A Markov Model for Risk Evaluation in Banking
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
  2. Detecting Unbalanced Regressions Using the Durbin-Watson Test
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
  3. Efficiency, Solvency, and Size of Banking Firms
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
  4. Managerial Reputation and Bad Acquisitions: A Note
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
  5. Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  6. On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Journal Articles

2018

  1. Green bond and financial markets: Co-movement, diversification and price spillover effects
    Energy Economics, 2018, 74, (C), 38-50 Downloads View citations (4)
  2. Oil price dynamics and market-based inflation expectations
    Energy Economics, 2018, 75, (C), 484-491 Downloads View citations (1)
  3. The performance of precious-metal mutual funds: Does uncertainty matter?
    International Review of Financial Analysis, 2018, 57, (C), 13-22 Downloads

2017

  1. Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach
    Emerging Markets Finance and Trade, 2017, 53, (7), 1535-1546 Downloads View citations (1)
  2. Do investors pay a premium for going green? Evidence from alternative energy mutual funds
    Renewable and Sustainable Energy Reviews, 2017, 73, (C), 512-520 Downloads View citations (3)
  3. Economic crisis and the unemployment effect on household food expenditure: The case of Spain
    Food Policy, 2017, 69, (C), 11-24 Downloads View citations (1)
    See also Working Paper (2016)
  4. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    Applied Economics, 2017, 49, (25), 2409-2427 Downloads View citations (2)
    See also Working Paper (2016)
  5. Obesity: A major problem for Spanish minors
    Economics & Human Biology, 2017, 24, (C), 61-73 Downloads View citations (1)
  6. Quantile causality between gold commodity and gold stock prices
    Resources Policy, 2017, 53, (C), 56-63 Downloads View citations (2)
  7. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
    Energy Economics, 2017, 61, (C), 241-252 Downloads View citations (24)

2016

  1. Dependence and risk management in oil and stock markets. A wavelet-copula analysis
    Energy, 2016, 107, (C), 866-888 Downloads View citations (12)
  2. Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach
    International Review of Economics & Finance, 2016, 43, (C), 284-298 Downloads View citations (18)
  3. Downside and upside risk spillovers between exchange rates and stock prices
    Journal of Banking & Finance, 2016, 62, (C), 76-96 Downloads View citations (33)
  4. Quantile dependence of oil price movements and stock returns
    Energy Economics, 2016, 54, (C), 33-49 Downloads View citations (28)
  5. The impact of downward/upward oil price movements on metal prices
    Resources Policy, 2016, 49, (C), 129-141 Downloads View citations (10)

2015

  1. A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
    The North American Journal of Economics and Finance, 2015, 32, (C), 98-123 Downloads View citations (8)
  2. An analysis of dependence between Central and Eastern European stock markets
    Economic Systems, 2015, 39, (3), 474-490 Downloads View citations (4)
  3. Are China’s new energy stock prices driven by new energy policies?
    Renewable and Sustainable Energy Reviews, 2015, 45, (C), 624-636 Downloads View citations (8)
  4. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
    Emerging Markets Review, 2015, 24, (C), 101-121 Downloads View citations (25)
  5. Downside risks in EU carbon and fossil fuel markets
    Mathematics and Computers in Simulation (MATCOM), 2015, 111, (C), 17-35 Downloads View citations (2)
  6. Downside/upside price spillovers between precious metals: A vine copula approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 84-102 Downloads View citations (12)
  7. Is there dependence and systemic risk between oil and renewable energy stock prices?
    Energy Economics, 2015, 48, (C), 32-45 Downloads View citations (35)
  8. On cocaine consumption: Some lessons from Spain
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2015, 38, (107), 96-106 Downloads
  9. Renewable energy contribution to the energy supply: Is there convergence across countries?
    Renewable and Sustainable Energy Reviews, 2015, 45, (C), 290-295 Downloads View citations (10)
  10. Systemic risk in European sovereign debt markets: A CoVaR-copula approach
    Journal of International Money and Finance, 2015, 51, (C), 214-244 Downloads View citations (41)

2014

  1. Can gold hedge and preserve value when the US dollar depreciates?
    Economic Modelling, 2014, 39, (C), 168-173 Downloads View citations (20)
  2. Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    Emerging Markets Review, 2014, 21, (C), 183-200 Downloads View citations (19)
  3. Do global factors impact BRICS stock markets? A quantile regression approach
    Emerging Markets Review, 2014, 19, (C), 1-17 Downloads View citations (83)
    See also Working Paper (2014)
  4. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
    Pacific-Basin Finance Journal, 2014, 30, (C), 189-206 Downloads View citations (39)
  5. Gold and exchange rates: Downside risk and hedging at different investment horizons
    International Review of Economics & Finance, 2014, 34, (C), 267-279 Downloads View citations (21)
  6. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
    Energy Economics, 2014, 42, (C), 132-139 Downloads View citations (44)
  7. Power-law behaviour in time durations between extreme returns
    Quantitative Finance, 2014, 14, (12), 2171-2183 Downloads View citations (1)
  8. The Relative Price of Non-traded Goods under Imperfect Competition
    Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 24-40 Downloads View citations (3)
  9. US dollar exchange rate and food price dependence: Implications for portfolio risk management
    The North American Journal of Economics and Finance, 2014, 30, (C), 72-89 Downloads View citations (3)
  10. Volatility spillovers between the oil market and the European Union carbon emission market
    Economic Modelling, 2014, 36, (C), 229-234 Downloads View citations (18)
  11. Wavelet-based evidence of the impact of oil prices on stock returns
    International Review of Economics & Finance, 2014, 29, (C), 145-176 Downloads View citations (65)

2013

  1. A wavelet decomposition approach to crude oil price and exchange rate dependence
    Economic Modelling, 2013, 32, (C), 42-57 Downloads View citations (61)
  2. How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (7), 1631-1637 Downloads View citations (4)
  3. Is gold a hedge or safe haven against oil price movements?
    Resources Policy, 2013, 38, (2), 130-137 Downloads View citations (73)
  4. Is gold a safe haven or a hedge for the US dollar? Implications for risk management
    Journal of Banking & Finance, 2013, 37, (8), 2665-2676 Downloads View citations (115)
  5. Modeling EU allowances and oil market interdependence. Implications for portfolio management
    Energy Economics, 2013, 36, (C), 471-480 Downloads View citations (18)

2012

  1. Do food and oil prices co-move?
    Energy Policy, 2012, 49, (C), 456-467 Downloads View citations (58)
  2. Forecasting Performance of Nonlinear Models for Intraday Stock Returns
    Journal of Forecasting, 2012, 31, (2), 172-188 View citations (8)
  3. Modelling oil price and exchange rate co-movements
    Journal of Policy Modeling, 2012, 34, (3), 419-440 Downloads View citations (117)
  4. Nonlinearity in Forecasting of High-Frequency Stock Returns
    Computational Economics, 2012, 40, (3), 245-264 Downloads View citations (13)
  5. The switch from continuous to call auction trading in response to a large intraday price movement
    Applied Economics, 2012, 44, (8), 945-967 Downloads View citations (5)
    See also Working Paper (2011)

2011

  1. How do crude oil prices co-move?: A copula approach
    Energy Economics, 2011, 33, (5), 948-955 Downloads View citations (89)

2010

  1. Nonlinear effects of oil shocks on stock returns: a Markov-switching approach
    Applied Economics, 2010, 42, (29), 3735-3744 Downloads View citations (22)

2006

  1. Competition and R&D in retail banking under expense preference behaviour
    Applied Economics Letters, 2006, 13, (1), 47-50 Downloads

2005

  1. Competition, risk taking, and governance structures in retail banking
    Applied Financial Economics Letters, 2005, 1, (1), 37-40 Downloads View citations (1)

2004

  1. A note on efficiency and solvency in banking
    Applied Economics Letters, 2004, 11, (3), 183-185 Downloads

2003

  1. How is the market reaction to stock splits?
    Applied Financial Economics, 2003, 13, (5), 361-368 Downloads

2002

  1. Bank solvency evaluation with a Markov model
    Applied Financial Economics, 2002, 12, (5), 337-345 Downloads

1999

  1. New Observational Equivalence and Fractionally Integrated Processes
    Oxford Bulletin of Economics and Statistics, 1999, 61, (2), 283-90 Downloads
    See also Working Paper (1998)
 
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